Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 683373.1774 | 619228.3259 | 64144.8515 | 1149504.6131 | 603343.6865 | 546160.9265 |
Total P&L (%) | 683.3732 | 619.2283 | 64.1449 | 1149.5046 | 603.3437 | 546.1609 |
Avg Daily Profit (%) | 0.3635 | 0.3294 | 0.0341 | 0.1344 | 0.1038 | 0.0993 |
Buy And Hold Return (%) | 240.9467 | 240.9467 | 240.9467 | 240.9467 | 240.9467 | 240.9467 |
Max Trade Drawdown | -79800 | -95114 | -44995 | -924707 | -863342 | -357069 |
Profit Factor | 2.9821 | 3.9729 | 1.47 | 1.3835 | 1.2995 | 1.5557 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 46.7532 | 41.0256 | 52.6316 | 46.7532 | 41.0256 | 52.6316 |
Ratio Avg Win / Avg Loss | 3.3962 | 5.711 | 1.323 | 1.5756 | 1.868 | 1.4001 |
Largest Winning Trade | 519186 | 519186 | 40933 | 684891 | 684891 | 298628 |
Largest Losing Trade | -29382 | -29382 | -18338 | -415304 | -415304 | -154962 |
Avg Bars in Trades | 46 | 41 | 50 | 46 | 41 | 50 |
Avg Bars in Winners | 55 | 69 | 43 | 55 | 69 | 43 |
Avg Bars in Losers | 38 | 22 | 58 | 38 | 22 | 58 |
Bars Traded | 3555 | 1632 | 1923 | 3555 | 1632 | 1923 |
Profit Streak | 0 | 0 | 176.6278 | 0 | 0 | 176.6278 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35666 | 332008 | -310258 | -60540 | -59801 | -61746 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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